"This book is a sequel to the author's well-received 'Option valuation under stochastic volatility.' It extends that work to jump-diffusions and many related topics in quantitative finance. Topics include spectral theory for jump-diffusions, boundary behavior for short-term interest rate models, modelling VIX options, inference theory, discrete dividends, and more"--Back cover.
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"This book is a sequel to the author's well-received 'Option valuation under stochastic volatility.' It extends that work to jump-diffusions and many related topics in quantitative finance. Topics include spectral theory for jump-diffusions, boundary behavior for short-term interest rate models, modelling VIX options, inference theory, discrete dividends, and more"--Back cover.
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